I'd like to understand why the closing price on the session end bar does not match between TS and multicharts. Every other's bars prices match. Here is my setup:
Symbol @NQ.D (obv MC is using TS as its data provider)
Session Time Template: Default in both
Resolution: 1 minute bars
Indeed the final bar at each session in both TS and MC close at 16:15 (EST). However, the actual closing price differs (12317 vs 12317.25). Screenshots attached. As mentioned, the closing price at session end differs on every session end but not on any other bar. Also, attached my format instrument settings on MC.
Any advice would be much appreciated! I did try a custom session template where I used 830 - 1615 (should theoretically be 830 - 1515 exchange time) and that indeed fixed the issue; however, this messes up setexitonclose (since it does not close at 1515 exchange time as I would like it to) so isn't a viable solution. Also I don't understand why using such a time template should be fixing the issue vs using default session template.
Replicating session closing price on TS & MC
Replicating session closing price on TS & MC
- Attachments
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- FMT Instrument settings.png
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- MC Time.png
- (724.02 KiB) Not downloaded yet
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- TS Time.png
- (992.18 KiB) Not downloaded yet
- TJ
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